NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 2.447 2.386 -0.061 -2.5% 2.303
High 2.447 2.431 -0.016 -0.7% 2.466
Low 2.344 2.360 0.016 0.7% 2.275
Close 2.410 2.413 0.003 0.1% 2.424
Range 0.103 0.071 -0.032 -31.1% 0.191
ATR 0.080 0.080 -0.001 -0.8% 0.000
Volume 20,551 20,201 -350 -1.7% 58,991
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.614 2.585 2.452
R3 2.543 2.514 2.433
R2 2.472 2.472 2.426
R1 2.443 2.443 2.420 2.458
PP 2.401 2.401 2.401 2.409
S1 2.372 2.372 2.406 2.387
S2 2.330 2.330 2.400
S3 2.259 2.301 2.393
S4 2.188 2.230 2.374
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.961 2.884 2.529
R3 2.770 2.693 2.477
R2 2.579 2.579 2.459
R1 2.502 2.502 2.442 2.541
PP 2.388 2.388 2.388 2.408
S1 2.311 2.311 2.406 2.350
S2 2.197 2.197 2.389
S3 2.006 2.120 2.371
S4 1.815 1.929 2.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.466 2.320 0.146 6.1% 0.086 3.6% 64% False False 16,989
10 2.466 2.164 0.302 12.5% 0.082 3.4% 82% False False 14,584
20 2.466 2.087 0.379 15.7% 0.070 2.9% 86% False False 16,898
40 2.602 2.087 0.515 21.3% 0.065 2.7% 63% False False 12,680
60 2.760 2.087 0.673 27.9% 0.061 2.5% 48% False False 10,005
80 2.907 2.087 0.820 34.0% 0.057 2.3% 40% False False 8,175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.733
2.618 2.617
1.618 2.546
1.000 2.502
0.618 2.475
HIGH 2.431
0.618 2.404
0.500 2.396
0.382 2.387
LOW 2.360
0.618 2.316
1.000 2.289
1.618 2.245
2.618 2.174
4.250 2.058
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 2.407 2.409
PP 2.401 2.404
S1 2.396 2.400

These figures are updated between 7pm and 10pm EST after a trading day.

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